Abalfazl Zareei

Stockholm University

Universitetsvägen 10

Stockholm, Stockholm SE-106 91

Sweden

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 26,892

SSRN RANKINGS

Top 26,892

in Total Papers Downloads

2,254

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Machine Learning and the Stock Market

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 68 Posted: 27 Aug 2018 Last Revised: 16 Jun 2021
Jonathan Brogaard and Abalfazl Zareei
University of Utah - David Eccles School of Business and Stockholm University
Downloads 1,343 (17,952)
Citation 2

Abstract:

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Technical trading, Machine learning, Big data analysis

2.

A Network Approach to Portfolio Selection

Number of pages: 62 Posted: 29 Apr 2014 Last Revised: 06 Apr 2016
Gustavo Peralta and Abalfazl Zareei
CNMV and Stockholm University
Downloads 419 (86,090)
Citation 5

Abstract:

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Network Theory, Centrality, Portfolio Selection

3.

Global Realignment in Financial Market Dynamics: Evidence from ETF Networks

SAFE Working Paper No. 304
Number of pages: 37 Posted: 04 Feb 2021 Last Revised: 23 Mar 2021
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Stockholm University
Downloads 207 (180,679)
Citation 1

Abstract:

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Network theory; Centrality; High Frequency Data; ETFs; Financial Crises; Covid-19; International Finance

4.

Network Centrality, Failure Prediction and Systemic Risk

Number of pages: 27 Posted: 02 Jun 2015 Last Revised: 03 Aug 2015
Abalfazl Zareei
Stockholm University
Downloads 180 (204,900)
Citation 1

Abstract:

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Network theory, Failure prediction modeling, Systemic risk

5.

Optimal versus Naive Diversification: False Discoveries, Transaction Costs and Machine Learning

Number of pages: 83 Posted: 27 Mar 2019 Last Revised: 01 Apr 2021
Abalfazl Zareei
Stockholm University
Downloads 105 (311,756)

Abstract:

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Portfolio selection, Multiple-testing adjustment, Machine learning